The ARMAMaxLikelihood type exposes the following members.
Properties
| Name | Description | |
|---|---|---|
 | BackwardOrigin |
The maximum backward origin.
|
| Confidence |
The confidence level for calculating confidence
limit deviations returned from GetDeviations.
|
| Constant |
The constant parameter in the ARMA series.
|
| GradientTolerance |
The gradient tolerance for the convergence algorithm.
|
| InnovationVariance |
The estimated innovation variance of this series.
|
| Likelihood |
The final estimate for  , where
 is equal to the likelihood function evaluated using the
final parameter estimates.
|
| MaxIterations |
The maximum number of iterations.
|
| Mean |
The mean used for centering the series.
|
| P |
The number of autoregressive terms in the ARMA model
|
| Q |
The number of moving average terms in the ARMA model
|
| Tolerance |
The tolerance for the convergence algorithm.
|
